ECBOT 30 Year Treasury Bond Future September 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 156-08 155-28 -0-12 -0.2% 155-14
High 156-24 156-07 -0-17 -0.3% 158-24
Low 155-25 155-07 -0-18 -0.4% 155-04
Close 155-30 155-11 -0-19 -0.4% 156-12
Range 0-31 1-00 0-01 3.2% 3-20
ATR 1-05 1-05 0-00 -1.0% 0-00
Volume 479 1,498 1,019 212.7% 4,162
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 158-19 157-31 155-29
R3 157-19 156-31 155-20
R2 156-19 156-19 155-17
R1 155-31 155-31 155-14 155-25
PP 155-19 155-19 155-19 155-16
S1 154-31 154-31 155-08 154-25
S2 154-19 154-19 155-05
S3 153-19 153-31 155-02
S4 152-19 152-31 154-25
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 167-20 165-20 158-12
R3 164-00 162-00 157-12
R2 160-12 160-12 157-01
R1 158-12 158-12 156-23 159-12
PP 156-24 156-24 156-24 157-08
S1 154-24 154-24 156-01 155-24
S2 153-04 153-04 155-23
S3 149-16 151-04 155-12
S4 145-28 147-16 154-12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 158-24 155-07 3-17 2.3% 1-08 0.8% 4% False True 973
10 158-24 154-21 4-03 2.6% 1-06 0.8% 17% False False 776
20 158-24 154-21 4-03 2.6% 1-04 0.7% 17% False False 424
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160-15
2.618 158-27
1.618 157-27
1.000 157-07
0.618 156-27
HIGH 156-07
0.618 155-27
0.500 155-23
0.382 155-19
LOW 155-07
0.618 154-19
1.000 154-07
1.618 153-19
2.618 152-19
4.250 150-31
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 155-23 157-00
PP 155-19 156-14
S1 155-15 155-29

These figures are updated between 7pm and 10pm EST after a trading day.

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